Apogee
发表于 2025-3-27 00:44:03
An ordinal approach to risk measurement,underlying universes, and make use of lattice functions to formalize the notion of risk measure. Several properties of risk measures are translated into this general setting, and used to provide axiomatic characterizations. Moreover, a notion of quantile of a lattice-valued random variable is propos
BANAL
发表于 2025-3-27 01:39:49
Piecewise linear dynamic systems for own risk solvency assessment,. Considering also the advices in CEIOPS Consultation Paper 56, a natural extension of this procedure is to employ IRM in Own Risk Solvency Assessment (ORSA) also in a long time horizon. Under an ORSA, insurance companies will have to understand how their strategic choices affect the solvency ratio.
改变立场
发表于 2025-3-27 08:37:48
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Debrief
发表于 2025-3-27 13:31:25
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骑师
发表于 2025-3-27 14:23:51
Capital requirements for aggregate risks in long term living products: A stochastic approach,en stochastic interest and mortality rates are considered. We propose a computationally tractable approach that yields an estimate for the required solvency capital when mortality and interest rates are forecasted by means of diffusion processes. To this aim we determine the capital requirements for
Pepsin
发表于 2025-3-27 19:02:13
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debacle
发表于 2025-3-28 00:27:18
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BACLE
发表于 2025-3-28 05:02:15
Valuation of portfolio loss derivatives in an infectious model, other defaulting firms (a domino effect being also possible). The spontaneous default without external influence and the infections are described by conditionally independent Bernoulli-type random variables. We provide a recursive algorithm for the computation of the loss distribution that involves
Handedness
发表于 2025-3-28 09:20:00
Internal risk control by solvency measures,chastic interest rate dynamics and the survival evolution in time. This specific aspect is investigated basing the survival death rates on Poisson Lee Carter model approached according to the Iterative Procedure and two simulated approaches on the Poisson Lee Carter: the Standard Procedure and the S
Bouquet
发表于 2025-3-28 11:17:42
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